+41.0%
GEHC vs CAPR
+151.9%
-111.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.8% |
| 7D | +5.6% | +36.0% | -30.4% | +5.1% |
| 30D | +27.9% | +25.8% | +2.1% | +27.3% |
| 3M | +17.1% | +140.8% | -123.7% | +14.9% |
| 6M | +32.5% | -67.6% | +100.1% | +33.3% |
| YTD | +2.7% | -65.9% | +68.5% | +3.0% |
| 1Y | +15.3% | +66.1% | -50.8% | +8.0% |
| 3Y | +23.7% | +256.9% | -233.2% | +2.6% |
| All | +41.0% | +151.9% | -111.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling